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Content
June 2003, Volume 55, Issue 2
- 227-242 A continuous parametric shape model
by Asger Hobolth & Jan Pedersen & Eva Jensen - 243-250 Exact one-sided simultaneous confidence bands via Uusipaikka’s method
by Wei Pan & Walter Piegorsch & R. West - 251-263 I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models
by Wei Gao & Ning-Zhong Shi - 265-285 Bounded influence regression using high breakdown scatter matrices
by Christophe Croux & Stefan Aelst & Catherine Dehon - 287-308 Strong consistency of automatic kernel regression estimates
by Michael Kohler & Adam Krzyżak & Harro Walk - 309-317 On a family of distributions attaining the Bhattacharyya bound
by Hidekazu Tanaka & Masafumi Akahira - 319-330 Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution
by A. Childs & B. Chandrasekar & N. Balakrishnan & D. Kundu - 331-357 Bootstrap for the conditional distribution function with truncated and censored data
by M. Iglesias Pérez & W. González Manteiga - 359-367 Bezier curve smoothing of the Kaplan-Meier estimator
by Choongrak Kim & Byeong Park & Woochul Kim & Chiyon Lim - 369-370 Preface
by Kenji Fukumizu & Yukito Iba & Takashi Tsuchiya & Koji Tsuda - 371-389 New approaches to statistical learning theory
by Olivier Bousquet - 391-408 Dealing with large diagonals in kernel matrices
by Jason Weston & Bernhard Schölkopf & Eleazar Eskin & Christina Leslie & William Noble - 409-422 Parameter estimation in general state-space models using particle methods
by Arnaud Doucet & Vladislav Tadić - 423-436 Nonparametric adaptive detection in fading channels based on sequential Monte Carlo and Bayesian model averaging
by Dong Guo & Xiaodong Wang & Rong Chen - 437-446 Stability of Markovian structure observed in high frequency foreign exchange data
by Mieko Tanaka-Yamawaki
March 2003, Volume 55, Issue 1
- 1-6 Probability matching priors for predicting a dependent variable with application to regression models
by Gauri Datta & Rahul Mukerjee - 7-19 Bayesian estimation of system reliability in Brownian stress-strength models
by Sanjib Basu & Rama Lingham - 21-39 Estimation of partial linear error-in-response models with validation data
by Qi-Hua Wang - 41-68 Consistent and asymptotically normal estimators for cyclically time-dependent linear models
by Abdelouahab Bibi & Christian Francq - 69-82 Density estimation for a class of stationary nonlinear processes
by Kamal Chanda - 83-94 Edgeworth expansions for compound Poisson processes and the bootstrap
by Gutti Babu & Kesar Singh & Yaning Yang - 95-110 Asymptotic bounds for estimators without limit distribution
by J. Pfanzagl - 111-119 Mann-Whitney test for associated sequences
by Isha Dewan & B. Rao - 121-136 Testing for increasing convex order in several populations
by Xinsheng Liu & Jinde Wang - 137-151 Tests of fit for the Rayleigh distribution based on the empirical Laplace transform
by Simos Meintanis & George Iliopoulos - 153-167 Generalized binomial and negative binomial distributions of orderk by thel-overlapping enumeration scheme
by Kiyoshi Inoue & Sigeo Aki - 169-185 Prediction and calibration in generalized linear models
by Paolo Vidoni - 187-195 A note on likelihood asymptotics in normal linear regression
by N. Sartori - 197-216 L 1 linear interpolator for missing values in time series
by Zudi Lu & Y. Hui - 217-226 Limiting behaviour of the mean residual life
by David Bradley & Ramesh Gupta
December 2002, Volume 54, Issue 4
- 713-718 On Waiting Time for Reversed Patterns in Random Sequences
by Sigeo Aki & Katuomi Hirano - 719-730 The Exact and Limiting Distributions for the Number of Successes in Success Runs Within a Sequence of Markov-Dependent Two-State Trials
by James Fu & W. Lou & Zhi-Dong Bai & Gang Li - 731-742 Generalized Pearson Distributions and Related Characterization Problems
by Claude Lefèvre & Vasilis Papathanasiou & Sergey Utev - 743-747 Saddlepoint Approximation for the Distribution Function Near the Mean
by Bo Yang & John Kolassa - 748-757 Back to the Local Score in the Logarithmic Case: A Direct and Simple Proof
by J.-N. Bacro & J.-J. Daudin & S. Mercier & S. Robin - 758-767 Blind Deconvolution When Noise is Symmetric: Existence and Examples of Solutions
by Steven Ellis - 768-795 Sufficient Dimension Reduction and Graphics in Regression
by Francesca Chiaromonte & R. Cook - 796-805 On a Multiparameter Version of Tukey's Linear Sensitivity Measure and its Properties
by B. Chandrasekar & N. Balakrishnan - 806-815 Information Inequalities for the Bayes Risk for a Family of Non-Regular Distributions
by Masafumi Akahira & Nao Ohyauchi - 816-826 Maximum Likelihood Estimation of Asymmetric Laplace Parameters
by Samuel Kotz & Tomasz Kozubowski & Krzysztof Podgórski - 827-839 Efficient Non-Iterative and Nonparametric Estimation of Heterogeneity Variance for the Standardized Mortality Ratio
by Dankmar Böhning & Uwe Malzahn & Jesus Sarol & Sasivimol Rattanasiri & Annibale Biggeri - 840-847 On New Moment Estimation of Parameters of the Gamma Distribution Using its Characterization
by Tea-Yuan Hwang & Ping-Huang Huang - 848-860 A Comparison of Restricted and Unrestricted Estimators in Estimating Linear Functions of Ordered Scale Parameters of Two Gamma Distributions
by Yuan-Tsung Chang & Nobuo Shinozaki - 861-878 Estimation of the Common Mean of a Bivariate Normal Population
by Philip Yu & Yijun Sun & Bimal Sinha - 879-899 Universal Consistency of Local Polynomial Kernel Regression Estimates
by Michael Kohler - 900-917 Improving Penalized Least Squares through Adaptive Selection of Penalty and Shrinkage
by Rudolf Beran - 918-933 Independence of Likelihood Ratio Criteria for Homogeneity of Several Populations
by Takesi Hayakawa - 934-944 Multivariate Percentile Tests for Incomplete Data
by Hyo-Il Park - 945-959 D-Optimal Designs for Trigonometric Regression Models on a Partial Circle
by Holger Dette & Viatcheslav Melas & Andrey Pepelyshev
September 2002, Volume 54, Issue 3
- 459-475 Statistical Asymptotic Theory of Active Learning
by Takafumi Kanamori - 476-499 Asymptotic Theory for the Gamma Frailty Model with Dependent Censoring
by Michael Kosorok & Jason Fine & Hongyu Jiang & Rick Chappell - 500-516 On the Asymptotic Stability of the Intrinsic and Fractional Bayes Factors for Testing Some Diffusion Models
by S. Sivaganesan & Rama Lingham - 517-530 A General Class of Change Point and Change Curve Modeling for Life Time Data
by Kaushik Patra & Dipak Dey - 531-542 Goodness-Of-Fit Tests Based on Estimated Expectations of Probability Integral Transformed Order Statistics
by Jan Swanepoel & Francois Van Graan - 543-564 Power Divergence Family of Tests for Categorical Time Series Models
by Konstantinos Fokianos - 565-576 Tests of Parameters of Several Gamma Distributions with Inequality Restrictions
by Bhaskar Bhattacharya - 577-584 Beta Approximation to the Distribution of Kolmogorov-Smirnov Statistic
by Jin Zhang & Yuehua Wu - 585-594 Likelihood Ratio Statistic for Exponential Mixtures
by Gabriela Ciuperca - 595-606 Estimation in Linear Models with Random Effects and Errors-in-Variables
by Xu-Ping Zhong & Wing-Kam Fung & Bo-Cheng Wei - 607-620 Limit Processes with Independent Increments for the Ewens Sampling Formula
by Gutti Babu & Eugenijus Manstavičius - 621-625 A Monotonicity of Moments Concerned with Order Restricted Statistical Inference
by Kentaro Nomakuchi - 626-640 On the Ranked-Set Sampling M-Estimates for Symmetric Location Families
by Xiaoyue Zhao & Zehua Chen - 641-658 Modified Maximum Likelihood Estimators Based on Ranked Set Samples
by Gang Zheng & Mohammad Al-Saleh - 659-666 Estimation of the Size and Mean Value of a Stigmatized Characteristic of a Hidden Gang in a Finite Population: A Unified Approach
by Raghunath Arnab & Sarjinder Singh - 667-680 Fisher Information in an Order Statistic and its Concomitant
by Z. Abo-Eleneen & H. Nagaraja - 681-688 Generalized Waiting Time Problems Associated with Pattern in Polya's Urn Scheme
by Kiyoshi Inoue & Sigeo Aki - 689-700 On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables
by David Bradley & Ramesh Gupta - 701-712 Density Deconvolution of Different Conditional Distributions
by Marianna Pensky & Ahmed Zayed
June 2002, Volume 54, Issue 2
- 235-244 Quasi-Profile Log Likelihoods for Unbiased Estimating Functions
by G. Adimari & L. Ventura - 245-260 Estimating the Innovation Distribution in Nonlinear Autoregressive Models
by Anton Schick & Wolfgang Wefelmeyer - 261-290 Sensitivity Analysis of M-Estimates of Nonlinear Regression Model: Influence of Data Subsets
by Jan Víšek - 291-311 Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors
by Jan Beran & Yuanhua Feng - 312-323 Local Linear Smoothers Using Asymmetric Kernels
by Song Chen - 324-337 Bayesian Prediction Analysis for Growth Curve Model Using Noninformative Priors
by Gwowen Shieh & Jack Lee - 338-354 Partition-Weighted Monte Carlo Estimation
by Ming-Hui Chen & Qi-Man Shao - 355-366 On the Positive Definiteness of the Information Matrix Under the Binary and Poisson Mixed Models
by Rahul Mukerjee & Brajendra Sutradhar - 367-381 Dimension Asymptotics for Generalised Bootstrap in Linear Regression
by Snigdhansu Chatterjee & Arup Bose - 382-390 Asymptotic Efficiency of Maesono Statistics for Testing of Symmetry
by Ya. Nikitin & E. Ponikarov - 391-403 Asymptotic Bound on the Characteristic Function of Signed Linear Serial Rank Statistics
by M'hammed Kadri & Khalid Rifi - 404-410 On Bivariate Lack of Memory Property and a New Definition
by Dilip Roy - 411-424 Compound Poisson Approximation for Multiple Runs in a Markov Chain
by Ourania Chryssaphinou & Eutichia Vaggelatou - 425-444 Goodness-of-Fit Tests for the Inverse Gaussian Distribution Based on the Empirical Laplace Transform
by Norbert Henze & Bernhard Klar - 445-457 On Rescaled Poisson Processes and the Brownian Bridge
by Frederic Schoenberg
March 2002, Volume 54, Issue 1
- 1-18 Generalized Pseudo-Likelihood Estimates for Markov Random Fields on Lattice
by Fuchun Huang & Yosihiko Ogata - 19-28 Kernel Density and Hazard Rate Estimation for Censored Data under α-Mixing Condition
by Eckhard Liebscher - 29-44 A Data Driven Smooth Test for Circular Uniformity
by M. Bogdan & K. Bogdan & A. Futschik - 45-59 Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models
by H. Wong & W. Li - 60-82 A Test for Additivity in Nonparametric Regression
by Stephan Derbort & Holger Dette & Axel Munk - 83-99 Locally Adaptive Wavelet Empirical Bayes Estimation of a Location Parameter
by Marianna Pensky - 100-113 Bayesian Sampling Plans for Exponential Distribution Based on Type I Censoring Data
by Yu-Pin Lin & TaChen Liang & Wen-Tao Huang - 114-124 Expansions for the Distributions of Some Normalized Summations of Random Numbers of I.I.D. Random Variables
by Nan Wang & Wei Liu - 125-137 A Notion of α-Monotonicity with Generalized Multiplications
by Emad-Eldin Aly & Nadjib Bouzar - 138-154 The Inverse Gaussian Models: Analogues of Symmetry, Skewness and Kurtosis
by Govind Mudholkar & Rajeshwari Natarajan - 155-168 Computing Estimates in the Proportional Odds Model
by David Hunter & Kenneth Lange - 169-169 Special Section on Nonparametric Approach to Time Series Analysis
by Tomoyuki Higuchi & Genshiro Kitagawa - 171-200 The SLEX Model of a Non-Stationary Random Process
by Hernando Ombao & Jonathan Raz & Rainer von Sachs & Wensheng Guo - 201-223 Local Spectral Envelope: An Approach Using Dyadic Tree-Based Adaptive Segmentation
by David Stoffer & Hernando Ombao & David Tyler - 224-233 Estimating Invariant Probability Densities for Dynamical Systems
by Devin Kilminster & David Allingham & Alistair Mees
December 2001, Volume 53, Issue 4
- 661-680 Packing Densities and Simulated Tempering for Hard Core Gibbs Point Processes
by S. Mase & J. Møller & D. Stoyan & R. Waagepetersen & G. Döge - 681-690 On Non-Equally Spaced Wavelet Regression
by Marianna Pensky & Brani Vidakovic - 691-707 Strong Universal Pointwise Consistency of Recursive Regression Estimates
by Harro Walk - 708-729 A Bootstrap Approach to Nonparametric Regression for Right Censored Data
by Gang Li & Somnath Datta - 730-745 Hazard Rate Estimation in Nonparametric Regression with Censored Data
by Ingrid Van Keilegom & Noël Veraverbeke - 746-759 Estimation of an Exponential Quantile under a General Loss and an Alternative Estimator under Quadratic Loss
by Constantinos Petropoulos & Stavros Kourouklis - 760-768 Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss
by Xian Zhou & Xiaoqian Sun & Jinglong Wang - 769-780 Improved Estimation of Parameter Matrices in a One-Sample and Two-Sample Problems
by Pui Leung & Foon Ng - 781-798 Abstract Inverse Estimation with Application to Deconvolution on Locally Compact Abelian Groups
by Arnoud van Rooij & Frits Ruymgaart - 799-809 Uniform Asymptotic Expansion of Likelihood Ratio for Markov Dependent Observations
by Andrei Novikov - 810-834 Intermediate Approach to Comparison of Some Goodness-of-Fit Tests
by Tadeusz Inglot & Teresa Ledwina - 835-852 Weighted Kaplan-Meier Tests for Umbrella Alternatives
by Wei-Chun Lee & Yuh-Ing Chen - 853-864 The Hazard Rate and the Reversed Hazard Rate Orders, with Applications to Order Statistics
by Asok Nanda & Moshe Shaked - 865-876 Nonparametric Bayesian Modeling for Stochastic Order
by Alan Gelfand & Athanasios Kottas - 877-894 Stability of Order Statistics under Dependence
by Tomasz Rychlik - 895-905 Exact Distribution of the Distances between Any Occurrences of a Set of Words
by S. Robin & J.-J. Daudin
September 2001, Volume 53, Issue 3
- 427-435 Information Inequalities in a Family of Uniform Distributions
by Masafumi Akahira & Kei Takeuchi - 436-446 Decision Theoretic Estimation of the Ratio of Variances in a Bivariate Normal Distribution
by George Iliopoulos - 447-468 Asymptotic Normality of Kernel Density Estimators under Dependence
by Zudi Lu - 469-486 Asymptotic Properties of Self-Consistent Estimators with Mixed Interval-Censored Data
by Qiqing Yu & George Wong & Linxiong Li - 487-497 The Asymptotic Distribution Theory of Bivariate Order Statistics
by H. Barakat - 498-516 Weighted Empirical Likelihood Ratio Confidence Intervals for the Mean with Censored Data
by Jian-Jian Ren - 517-527 Empirical Likelihood for a Class of Functionals of Survival Distribution with Censored Data
by Qi-Hua Wang & Bing-Yi Jing - 528-542 Information in Quantal Response Data and Random Censoring
by Ch. Tsairidis & K. Zografos & K. Ferentinos & T. Papaioannou - 543-551 Extreme-Value Moment Goodness-of-Fit Tests
by Theodore Hill & Victor Perez-Abreu - 552-566 Change-Point Detection in Angular Data
by Irina Grabovsky & Lajos Horváth - 567-575 Stochastic Ordering of Multivariate Normal Distributions
by Alfred Müller - 576-598 Distributions of the Numbers of Failures and Successes in a Waiting Time Problem
by Stathis Chadjiconstantinidis & Markos Koutras - 599-619 Distributions of Numbers of Success Runs of Fixed Length in Markov Dependent Trials
by Demetrios Antzoulakos & Stathis Chadjiconstantinidis - 620-630 Dependence Properties of Multivariate Mixture Distributions and Their Applications
by Baha-Eldin Khaledi & Subhash Kochar - 631-646 On Random Sampling Without Replacement from a Finite Population
by Subhash Kochar & Ramesh Korwar - 647-660 Prediction of the Maximum Size in Wicksell's Corpuscle Problem, II
by Rinya Takahashi & Masaaki Sibuya
June 2001, Volume 53, Issue 2
- 189-202 Optimal Threshold for the k-Out-Of-n Monitor with Dual Failure Modes
by Masaaki Sibuya & Kazuyuki Suzuki - 203-216 On the Proportional Odds Model in Survival Analysis
by S. Kirmani & Ramesh Gupta - 217-243 Empirical Best Prediction for Small Area Inference with Binary Data
by Jiming Jiang & P. Lahiri - 244-261 Tail Behavior and Breakdown Properties of Equivariant Estimators of Location
by Jozef Kušnier & Ivan Mizera - 262-276 Kullback-Leibler Information Consistent Estimation for Censored Data
by Akio Suzukawa & Hideyuki Imai & Yoshiharu Sato - 277-288 Minimum Divergence Estimators Based on Grouped Data
by M. Menéndez & D. Morales & L. Pardo & I. Vajda - 289-306 Asymptotically Local Minimax Estimation of Infinitely Smooth Density with Censored Data
by Eduard Belitser & Boris Levit - 307-324 Estimation with Sequential Order Statistics from Exponential Distributions
by Erhard Cramer & Udo Kamps - 325-337 Testing for Uniformity of the Residual Life Time Based on Dynamic Kullback-Leibler Information
by Nader Ebrahimi - 338-353 Goodness-Of-Fit Tests for the Exponential and the Normal Distribution Based on the Integrated Distribution Function
by Bernhard Klar - 354-369 Simultaneous Estimation of Several Intraclass Correlation Coefficients
by S. Ahmed & A. Gupta & S. Khan & C. Nicol - 370-379 Statistical Inference in a Linear Model for Spatially Located Sensors and Random Input
by Stanisław Gnot & Ewaryst Rafajłowicz & Agnieszka Urbańska-Motyka - 380-403 On Affine Equivariant Multivariate Quantiles
by Biman Chakraborty - 404-417 Generalized Calibration Approach for Estimating Variance in Survey Sampling
by Sarjinder Singh - 418-426 A New Design Criterion When Heteroscedasticity is Ignored
by Grace Montepiedra & Weng Wong
March 2001, Volume 53, Issue 1
- 1-10 Golf Swing Motion Analysis: An Experiment on the Use of Verbal Analysis in Statistical Reasoning
by H. Akaike - 3-3 Special Issue on Nonlinear Non-Gaussian Models and Related Filtering Methods
by Genshiro Kitagawa & Tomoyuki Higuchi - 11-30 Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data
by Ludwig Fahrmeir & Stefan Lang - 31-49 Fully Bayesian Analysis of Switching Gaussian State Space Models
by Sylvia Frühwirth-Schnatter - 50-62 A Monte Carlo Filtering Approach for Estimating the Term Structure of Interest Rates
by Akihiko Takahashi & Seisho Sato - 63-81 Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques
by Hisashi Tanizaki - 82-96 Maximum a Posteriori Sequence Estimation Using Monte Carlo Particle Filters
by Simon Godsill & Arnaud Doucet & Mike West - 97-112 Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models
by Niclas Bergman & Arnaud Doucet & Neil Gordon - 113-124 Lévy-Driven Carma Processes
by P. Brockwell - 125-141 Estimating Functions for Nonlinear Time Series Models
by S. Chandra & Masanobu Taniguchi - 142-158 Sequential Estimation for a Functional of the Spectral Density of a Gaussian Stationary Process
by Takayuki Shiohama & Masanobu Taniguchi - 159-178 Asymptotics for Wavelet Based Estimates of Piecewise Smooth Regression for Stationary Time Series
by Young Truong & Prakash Patil - 179-188 Web Quantlets for Time Series Analysis
by Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig
December 2000, Volume 52, Issue 4
- 599-611 Nonparametric Density Estimation for a Long-Range Dependent Linear Process
by Toshio Honda - 612-629 Boundary Bias Correction for Nonparametric Deconvolution
by Shunpu Zhang & Rohana Karunamuni - 630-645 Laws of Iterated Logarithm and Related Asymptotics for Estimators of Conditional Density and Mode
by K. Mehra & Y. Ramakrishnaiah & P. Sashikala - 646-657 Sequential Estimation of the Maximum in a Model for Corrosion Data
by Adam Martinsek - 658-679 Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-Point Problems
by Wolfgang Bischoff & Frank Miller - 680-697 Nonparametric Methods for Checking the Validity of Prior Order Information
by Guohua Pan - 698-711 Hypotheses Testing for Error-in-Variables Models
by Patricia Gimenez & Heleno Bolfarine & Enrico Colosimo - 712-721 Linex Unbiasedness in a Prediction Problem
by Yushan Xiao - 722-736 Joint Bayesian Analysis of Factor Scores and Structural Parameters in the Factor Analysis Model
by Sik-Yum Lee & Jian-Qing Shi - 737-752 Bayesian Influence Assessment in the Growth Curve Model with Unstructured Covariance
by Jian-Xin Pan & Wing-Kam Fung - 753-766 Influence Diagnostics in the Common Canonical Variates Model
by Hong Gu & Wing Fung - 767-777 Numbers of Success-Runs of Specified Length Until Certain Stopping Time Rules and Generalized Binomial Distributions of Order k
by Sigeo Aki & Katuomi Hirano - 778-789 Waiting Time Problems in a Two-State Markov Chain
by Qing Han & Sigeo Aki - 790-799 On Geometric Infinite Divisibility and Stability
by Emad-Eldin Aly & Nadjib Bouzar
September 2000, Volume 52, Issue 3
- 407-414 Sooner and Later Waiting Time Problems Based on a Dependent Sequence
by Qing Han & Sigeo Aki - 415-425 Joint Distribution of Rises and Falls
by James Fu & W.Y. Lou - 426-437 Asymptotic Distribution of Estimated Affinity between Multiparameter Exponential Families
by Steven Garren - 438-447 On the Bessel Distribution and Related Problems
by Lin Yuan & John Kalbfleisch - 448-458 On the Characteristic Properties of Exponential Distribution
by Ismihan Bairamov - 459-470 Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes
by Toshio Honda - 471-480 Probability Density Function Estimation Using Gamma Kernels
by Song Chen - 481-487 A Cautionary Note on Likelihood Ratio Tests in Mixture Models
by Wilfried Seidel & Karl Mosler & Manfred Alker - 488-506 Bivariate Sign Tests Based on the Sup, L 1 and L 2 Norms
by Denis Larocque & Serge Tardif & Constance van Eeden - 507-518 Reducing Bias Without Prejudicing Sign
by Peter Hall & Brett Presnell & Berwin Turlach - 519-543 A Two-Step Smoothing Method for Varying-Coefficient Models with Repeated Measurements
by Colin Wu & Kai Yu & Chin-Tsang Chiang - 544-556 Discriminant Analysis When a Block of Observations is Missing
by Hie-Choon Chung & Chien-Pai Han - 557-573 Convex Optimal Designs for Compound Polynomial Extrapolation
by Holger Dette & Mong-Na Lo Huang - 574-597 A Unified Approach to Second Order Optimality Criteria in Nonlinear Design of Experiments
by Holger Dette & Yuri Grigoriev
June 2000, Volume 52, Issue 2
- 197-214 Quantitative Approximation to the Ordered Dirichlet Distribution under Varying Basic Probability Spaces
by Tomoya Yamada & Tadashi Matsunawa - 215-230 Moment-Based Approximations of Distributions Using Mixtures: Theory and Applications
by Bruce Lindsay & Ramani Pilla & Prasanta Basak - 231-238 Exponential Mixture Representation of Geometric Stable Distributions
by Tomasz Kozubowski - 239-254 Optimal Allocation for Symmetric Distributions in Ranked Set Sampling
by Amarjot Kaur & G. Patil & C. Taillie - 255-266 Rank Tests Based on Exceeding Observations
by Eugenia Stoimenova - 267-286 Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function
by Nora Gürtler & Norbert Henze - 287-315 Model Selection for Variable Length Markov Chains and Tuning the Context Algorithm
by Peter Bühlmann - 316-331 On Least Squares Estimation for Stable Nonlinear AR Processes
by Jian-Feng Yao - 332-342 Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances
by Alan Wan & Anoop Chaturvedi - 343-350 Estimating Equations with Nuisance Parameters: Theory and Applications
by Ke-Hai Yuan & Robert Jennrich - 351-366 Robustness Comparisons of Some Classes of Location Parameter Estimators
by John Collins - 367-379 Influence Analysis for Linear Measurement Error Models
by Xu-Ping Zhong & Bo-Cheng Wei & Wing-Kam Fung